Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,609 CHF | 42,909 CHF | 99.77% | 99.77% |
15/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,879 CHF | 43,179 CHF | 100.00% | 100.00% |
14/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,329 CHF | 42,629 CHF | 100.00% | 100.00% |
13/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,290 CHF | 42,590 CHF | 100.00% | 100.00% |
10/05/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 41,721 CHF | 42,021 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,663 CHF | 42,963 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 43,243 CHF | 43,543 CHF | 99.76% | 99.76% |
06/05/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 41,064 CHF | 41,364 CHF | 99.53% | 99.53% |
03/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 40,452 CHF | 40,752 CHF | 99.70% | 99.70% |
02/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 40,128 CHF | 40,428 CHF | 100.00% | 100.00% |